文件名称:Introduction to Stochastic Search and Optimization
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更新时间:2021-05-12 16:14:39
最优化
随机 最优化 Applications of such bandit problems include online auctions and advertisement selection for search engines. Similarly, the field of simulation-based optimization provides many examples of problems in which optimization is performed based only on function values [27] [11] [25]. Finally, in many problems in statistics—including graphical model inference problems [30] and structured-prediction problems [28]—the objective is defined variationally (as the maximum of a family of functions), so explicit differentiation may be difficult.